Best fitting curve

Steve Simon


Categories: Blog post Tags: Modeling issues

Dear Professor Mean, I have a graph of the trend for the mean frequency of injuries among children from 1 to 11 years of age. The shape of the curve suggests a nonlinear relationship between the age and the frequency of injuries. Is there some software that would provide the best fitting curve for this data from among a large family of nonlinear curves?

You might want to think twice about this endeavor. Finding the best fitting curve from among a large family of curves has some of the same pitfalls that stepwise regression has. Both approaches will tend to overfit your data.

In particular, any statistical tests would be invalid when you select the curve solely on the basis of your data. The curve you get will not extrapolate well beyond the range of your data, and it is likely to have poor agreement with any future data you collect.

If you don’t have any a priori or theoretical basis from which to choose an equation, then a nonparametric approach like smoothing splines has a lot of appeal. In particular, you might find a generalization of Poisson regression, the generalized additive model, to work very well here. Refer to Hastie and Tibshirani’s book for more details.

Further reading

  1. Generalized Additive Models (1990) Trevor J. Hastie and Robert Tibshirani. London England: Chapman and Hall. ISBN: 0-412-34390-8.

You can find an earlier version of this page on my original website.